The impact of Brazil on global grain dynamics : a study on cross-market volatility spillovers
Year of publication: |
2022
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Authors: | Avileis, Felipe G. ; Mallory, Mindy L. |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Oxford : Blackwell, ISSN 1574-0862, ZDB-ID 1499675-3. - Vol. 53.2022, 2, p. 231-245
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Subject: | cointegration | corn | GARCH | soybeans | volatility spillovers | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Brasilien | Brazil | ARCH-Modell | ARCH model | Sojabohne | Soybean | Getreide | Grain | Kointegration | Cointegration | Mais | Maize | Getreidemarkt | Grain market |
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